The things that I find hard to understand push me to my limits. One of the things that I have always found hard is Markov Chain Monte Carlo Methods. When I first encountered them, I read a lot about them but mostly it ended like this. The meaning is normally hidden in deep layers of Mathematical noise and not easy to decipher. This blog post is intended to clear up the confusion around MCMC methods, Know what they are actually useful for and Get hands on with some applications.